+162.3%
SOXL vs DRI
+65.5%
+96.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +3.8% |
| 7D | +3.9% | -3.2% | +7.1% | +8.3% |
| 30D | -14.3% | -7.8% | -6.5% | -6.0% |
| 3M | -45.6% | +0.4% | -46.0% | -49.1% |
| 6M | +117.2% | +4.8% | +112.4% | +87.5% |
| YTD | +189.8% | +16.7% | +173.1% | +106.2% |
| 1Y | +317.7% | +1.5% | +316.3% | +258.1% |
| 3Y | +478.6% | +56.3% | +422.4% | +115.6% |
| All | +162.3% | +65.5% | +96.8% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling